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Exploring Factors with rCharts and factorAnalytics

[This article was first published on Timely Portfolio, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
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Fama and French changed the financial world with their factors in 1993. Another duo Andrea Frazzini and Lasse Heje Pedersen have expanded our world with their Betting Against Beta (BAB) and Quality Minus Junk (QMJ) factors. The combined factor set of Fama/French and Frazzini/Pedersen provides substantial insight into the historical performance of equities in the US and around the world.